Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.540947 0.605421 0.677693 0.765344 0.869635 0.990852 1.144036
2024-11-24 00:00:00+00:00 0.460643 0.539929 0.634924 0.758994 0.919629 1.124790 1.413879
2024-12-01 00:00:00+00:00 0.392708 0.475213 0.578793 0.721563 0.918604 1.189728 1.608119
2024-12-08 00:00:00+00:00 0.343863 0.426653 0.534526 0.689901 0.916191 1.248507 1.805818
2024-12-15 00:00:00+00:00 0.320073 0.407046 0.524648 0.701816 0.974849 1.405239 2.198874
2024-12-22 00:00:00+00:00 0.305019 0.396962 0.525723 0.728345 1.058737 1.619225 2.765613
2024-12-29 00:00:00+00:00 0.288066 0.382125 0.517770 0.739318 1.118914 1.807341 3.362521
2025-01-05 00:00:00+00:00 0.272490 0.367544 0.508215 0.745785 1.171821 1.995166 4.049869
2025-01-12 00:00:00+00:00 0.256236 0.350389 0.492741 0.740009 1.201167 2.144022 4.725644
2025-01-19 00:00:00+00:00 0.236575 0.326509 0.464473 0.708798 1.177132 2.174090 5.099706
2025-01-26 00:00:00+00:00 0.227096 0.317474 0.458961 0.716471 1.229912 2.389881 6.177746
2025-02-02 00:00:00+00:00 0.218955 0.309842 0.454910 0.726021 1.288039 2.637046 7.580033
2025-02-09 00:00:00+00:00 0.207966 0.297299 0.442224 0.719240 1.313203 2.818045 8.965911
2025-02-16 00:00:00+00:00 0.199134 0.287613 0.433549 0.719040 1.353189 3.056134 10.934944
2025-02-23 00:00:00+00:00 0.186109 0.270259 0.410274 0.687589 1.315462 3.056736 11.717617
2025-03-02 00:00:00+00:00 0.174776 0.255096 0.389848 0.659897 1.282626 3.064705 12.601854
2025-03-09 00:00:00+00:00 0.170383 0.251243 0.389184 0.672324 1.350459 3.424538 16.512352
2025-03-16 00:00:00+00:00 0.168169 0.250873 0.394666 0.698106 1.458090 3.979704 23.856192
2025-03-23 00:00:00+00:00 0.164059 0.246970 0.393294 0.708958 1.528813 4.442578 32.758658
2025-03-30 00:00:00+00:00 0.159663 0.242299 0.390101 0.715377 1.588932 4.903425 45.120954
2025-04-06 00:00:00+00:00 0.154171 0.235397 0.382160 0.710124 1.614116 5.228688 58.662821
2025-04-13 00:00:00+00:00 0.146253 0.223821 0.364517 0.680757 1.561187 5.154471 62.859566
2025-04-20 00:00:00+00:00 0.142976 0.220405 0.362567 0.688081 1.623977 5.710383 94.213142